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Analyse d'algorithmes pour l'estimation et l'optimisation stochastiques
Date:
November, 2011
Authors:
Aurélien Garivier
download here:
HDR_Garivier.pdf
Type:
Mémoire d'habilitation à diriger des recherches (HDR)
Keywords:
VLMC
UCB
Sequential Monte-Carlo
Self-Normalized
Reinforcement Learning
Good-Turing
Empirical Likelihood
BIC
Bayesian Methods
HMM
MDL
Perfect Simulation
Non-Parametrics
Model Selection
Bandit Problems